Can I read Theory of Stochastic Integrals on EtoBox?

Theory of Stochastic Integrals by Jorge A. León is a nonfiction available to read on EtoBox.

What is Theory of Stochastic Integrals about?

In applications of stochastic calculus, there are phenomena that cannot be analyzed through the classical Itô theory. It is necessary, therefore, to have a theory based on stochastic integration with respect to these situations. Theory of Stochastic Integrals aims to provide the answer to this problem by introducing readers to the study of some interpretations of stochastic integrals with respect to stochastic processes that are not necessarily semimartingales, such as Volterra Gaussian processes, or processes with bounded p-variation among which we can mention fractional Brownian motion and Riemann-Liouville fractional process. Features • Self-contained treatment of the topic • Suitable as a teaching or research tool for those interested in stochastic analysis and its applications • Includes original results.

Who reads Theory of Stochastic Integrals?

Author

Jorge A. León

Publisher

Chapman and Hall/CRC

Published

2025

Language

EN

ISBN

9781003484912

Category

nonfiction

Subjects

Mathematics, Mathematical Statistics, Stem